iShares S&P Small-Cap 600 Growth ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.80% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2882 | 6.39 | |
| 0.0907 | 6.85 | |
| 0.8615 | 57.01 | |
| 0.0040 | 0.05 | |
| 0.0310 | 0.23 | |
| 0.0648 | 0.57 | |
| -0.3239 | -2.53 | |
| 0.4984 | 2.39 | |
| -0.5568 | -1.68 | |
| 0.4808 | 1.43 | |
| -0.2255 | -1.05 | |
| -0.0242 | -0.20 | |
| 0.0719 | 0.94 |
Estimation Period:
Jul 28, 2000 to Feb 13, 2026
Jul 28, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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